基于概率模型的蓝筹与小盘轮动策略:年化收益率（44.25%）
该策略基于正态分布概率模型量化风格趋势信号，筛选合规且财务达标的标的后，按趋势精选蓝筹或小盘标的，等额持仓十只，月度调仓。
概要
核心指标
- 累计收益率: 139.26%
- 年化收益率: 44.25%
- 基准收益率: 45.49%
- 阿尔法: 0.21
- 夏普比率: 1.39
- 最大回撤: 21.86%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-29 | 生益科技(600183.SH) | 132.58702914001 | 1407 | 19 | 171.16 | 240822.12 | 54272.17/29.093% |
| 2026-06-29 | 天孚通信(300394.SZ) | 310.42119828816 | 701 | 19 | 295.15 | 206900.15 | -10705.11/-4.92% |
| 2026-06-29 | 长江电力(600900.SH) | 27.50825 | 8200 | 37 | 26.84 | 220088 | -5479.65/-2.429% |
| 2026-06-29 | 洛阳钼业(603993.SH) | 17.22936701728 | 10648 | 137 | 18 | 191664 | 8205.7/4.473% |
| 2026-06-29 | 北方华创(002371.SZ) | 442.712775 | 400 | 137 | 860.19 | 344076 | 166990.89/94.3% |
| 2026-06-29 | 立讯精密(002475.SZ) | 60.481600629756 | 3211 | 157 | 65.3 | 209678.3 | 15471.88/7.967% |
| 2026-06-29 | 中际旭创(300308.SZ) | 489.74686666667 | 300 | 157 | 1220 | 366000 | 219075.94/149.108% |
| 2026-06-29 | 紫金矿业(601899.SH) | 30.199965181973 | 7611 | 157 | 25.79 | 196287.69 | -33564.24/-14.603% |
| 2026-06-29 | 工业富联(601138.SH) | 70.30799765808 | 3116 | 157 | 69.61 | 216904.76 | -2174.96/-0.993% |
| 2026-06-29 | 宁德时代(300750.SZ) | 377.2808086785 | 507 | 157 | 392.36 | 198926.52 | 7645.15/3.997% |
交易详情
| 2026-06-26 | 紫金矿业(601899.SH) | 买 | 111 | 25.54 | -15.06 | ¥0 | 0 |
| 2026-06-12 | 天孚通信(300394.SZ) | 买 | 201 | 294 | -56 | ¥0 | 0 |
| 2026-06-05 | 生益科技(600183.SH) | 买 | 7 | 143.16 | -117.88 | ¥0 | 0 |
| 2026-06-02 | 新易盛(300502.SZ) | 卖 | -500 | 696 | -348000 | ¥452.4 | 173392.63 |
| 2026-06-02 | 恒瑞医药(600276.SH) | 卖 | -3915 | 48.82 | -191130.3 | ¥248.47 | -48675.79 |
| 2026-06-02 | 工业富联(601138.SH) | 卖 | -300 | 75 | -22500 | ¥29.25 | 1407.6 |
| 2026-06-02 | 长江电力(600900.SH) | 买 | 4100 | 27.82 | 114062 | ¥34.22 | 0 |
| 2026-06-02 | 紫金矿业(601899.SH) | 买 | 1300 | 30.36 | 39468 | ¥11.84 | 0 |
| 2026-06-02 | 天孚通信(300394.SZ) | 买 | 500 | 435.08 | 217540 | ¥65.26 | 0 |
| 2026-06-02 | 生益科技(600183.SH) | 买 | 1400 | 133.21 | 186494 | ¥55.95 | 0 |
